The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of credit risk modeling. The Conference will provide an opportunity for participants engaged at the forefront of this area to discuss open problems and challenges and may, in turn,...

TOPICS: - Credit risk and market risk - Bank financing of private equity and hedge funds - Securitization of bank loans - Regulation of hedge fund and private equity - Credit derivative markets and risk management - International prudential regulation and bank crisis management - Macroeconomic...